Sorry I confirmed this myself but forgot to reply with a solution. This is caused by a Commodore glitch where installing the OS to a HD doesn't install the Installer. I don't know why. Not only is an old one where PC users used it to criticise AmigaOS. It means that when one tries to install software designed to use the standard installer it instantly fails because the OS has no installer! <face-palm>
So you will need a substitute. I can't find the Installer on Aminet. But this updated one worked fine for me.
Just watch out. Avoid writing files to HDD mounted as a directory inside UAE. Because it will crash UAE and can crash OS4 depending on host filesystem.